Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 0 0 5 5
Dealing with the Inventory Risk. A solution to the market making problem 0 0 5 84 2 10 65 306
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 3 5 19 72 4 8 38 131
General Intensity Shapes in Optimal Liquidation 0 0 1 26 0 2 8 82
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 1 1 20 1 2 8 11
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 1 2 3 46 1 4 13 97
Market impacts and the life cycle of investors orders 0 0 3 4 3 4 11 14
Market microstructure: confronting many viewpoints 0 0 0 0 1 3 11 11
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE * 2 3 5 5 4 7 14 14
Optimal Portfolio Liquidation with Limit Orders 0 0 2 67 1 4 17 175
Optimal algorithmic trading and market microstructure 1 5 20 198 6 17 61 319
Optimal posting price of limit orders: learning by trading 0 0 2 51 0 1 8 148
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 84 4 4 7 161
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 34 0 0 4 62
Optimal starting times, stopping times and risk measures for algorithmic trading 1 1 4 59 6 12 26 144
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 1 1 4 55 1 1 12 84
Optimal trading algorithms and selfsimilar processes: a p-variation approach 1 2 2 53 1 2 9 125
Realtime market microstructure analysis: online Transaction Cost Analysis 0 1 2 34 0 2 7 59
Simulating and analyzing order book data: The queue-reactive model 1 1 6 27 1 2 11 43
Total Working Papers 11 22 79 919 36 85 335 1,991


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 0 1 81 0 0 23 276
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 0 0 3 12 12
Real-time market microstructure analysis: online transaction cost analysis 1 1 1 6 1 2 9 31
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 1 1 1 1 3 3 4 4
Total Journal Articles 2 2 3 88 4 8 48 323


Statistics updated 2016-09-03